Scenario Weights for Importance Measurement

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Documentation for package ‘SWIM’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

cdf	Distribution Function of a Stressed Model
cdf_stressed	Empirical Distribution Function of a Stressed Model
convert_SWIMw_to_SWIM	Convert SWIMw to SWIM
cor_stressed	Correlation of a Stressed Model
credit_data	Credit data set
ES_stressed	Value-at-Risk and Expected Shortfall of a Stressed Model
get_data	Extracting from a Stressed Model
get_specs	Extracting from a Stressed Model
get_weights	Extracting from a Stressed Model
get_weightsfun	Extracting from a Stressed Model
importance_rank	Importance Ranking for a Stressed Model
mean_stressed	Mean of a Stressed Model
merge.SWIM	Merging Two Stressed Models
merge.SWIMw	Merging Two Stressed Models
plot_cdf	Plotting the Distribution Functions of a Stressed Model
plot_hist	Plotting Histograms of a Stressed Model
plot_quantile	Plotting Quantile Functions of a Stressed Model
plot_sensitivity	Plotting Sensitivities of a Stressed Model
plot_weights	Plotting the scenario weights of a Stressed Model
quantile_stressed	Sample Quantiles of a Stressed Model
rename	Rename Stressed Models
sd_stressed	Standard Deviation and Variance of a Stressed Model
sensitivity	Sensitivities of a Stressed Model
stress	Stressing Random Variables
stress_HARA_RM_w	Stressing Risk Measure and HARA Utility
stress_mean	Stressing Means
stress_mean_sd	Stressing Mean and Standard Deviation
stress_mean_sd_w	Stressing Mean and Standard Deviation
stress_mean_w	Stressing Mean
stress_moment	Stressing Moments
stress_prob	Stressing Intervals
stress_RM_mean_sd_w	Stressing Risk Measure, Mean and Standard Deviation
stress_RM_w	Stressing Risk Measure
stress_user	User Defined Stress
stress_VaR	Stressing Value-at-Risk
stress_VaR_ES	Stressing Value-at-Risk and Expected Shortfall
stress_wass	Stressing Random Variables Using Wasserstein Distance
summary.SWIM	Summarising Stressed Models
summary.SWIMw	Summarising Stressed Models
summary_weights	Extracting from a Stressed Model
SWIM	SWIM: A Package for Sensitivity Analysis
VaR_stressed	Value-at-Risk and Expected Shortfall of a Stressed Model
var_stressed	Standard Deviation and Variance of a Stressed Model